| 更新時間： | 2019年11月14日 PM 5:26:50 | ||||||
| 恒生指數期權引伸波幅分析 | |||||||
| 日期 | 恒指波幅指數 | 恒生指數 | 20天歷史波幅 | 5天平均數 | 溢價 | 期權引伸波幅合理值 | 偏高 / 偏低 |
| 30/07/19 | 17.280% | 28146.50 | 11.342% | 11.592% | +5.688% | 11.592% | +5.688% |
| 31/07/19 | 17.310% | 27777.75 | 11.953% | 11.620% | +5.690% | 14.388% | +2.922% |
| 01/08/19 | 16.450% | 27565.70 | 11.938% | 11.643% | +4.807% | 14.320% | +2.130% |
| 02/08/19 | 19.940% | 26918.58 | 13.948% | 12.170% | +7.770% | 14.868% | +5.072% |
| 05/08/19 | 22.270% | 26151.32 | 15.269% | 12.890% | +9.380% | 15.431% | +6.839% |
| 06/08/19 | 23.350% | 25976.24 | 14.984% | 13.618% | +9.732% | 16.191% | +7.159% |
| 07/08/19 | 21.320% | 25997.03 | 15.062% | 14.240% | +7.080% | 16.814% | +4.506% |
| 08/08/19 | 20.750% | 26120.77 | 15.254% | 14.903% | +5.847% | 17.474% | +3.276% |
| 09/08/19 | 20.750% | 25939.30 | 15.275% | 15.169% | +5.581% | 17.661% | +3.089% |
| 12/08/19 | 19.600% | 25824.72 | 15.276% | 15.170% | +4.430% | 17.288% | +2.312% |
| 13/08/19 | 23.360% | 25281.30 | 16.213% | 15.416% | +7.944% | 17.442% | +5.918% |
| 14/08/19 | 23.650% | 25302.28 | 16.372% | 15.678% | +7.972% | 17.609% | +6.041% |
| 15/08/19 | 23.570% | 25495.46 | 16.942% | 16.015% | +7.555% | 17.857% | +5.713% |
| 16/08/19 | 24.250% | 25734.22 | 17.385% | 16.437% | +7.813% | 18.193% | +6.057% |
| 19/08/19 | 22.920% | 26291.84 | 18.999% | 17.182% | +5.738% | 18.593% | +4.327% |
| 20/08/19 | 21.170% | 26231.54 | 18.970% | 17.733% | +3.437% | 19.044% | +2.126% |
| 21/08/19 | 20.940% | 26270.04 | 19.069% | 18.273% | +2.667% | 19.474% | +1.466% |
| 22/08/19 | 20.440% | 26048.72 | 19.107% | 18.706% | +1.734% | 19.781% | +0.659% |
| 23/08/19 | 20.370% | 26179.33 | 19.242% | 19.077% | +1.293% | 20.018% | +0.352% |
| 26/08/19 | 23.970% | 25680.33 | 19.663% | 19.210% | +4.760% | 19.684% | +4.286% |
| 27/08/19 | 24.050% | 25664.07 | 19.692% | 19.355% | +4.695% | 19.673% | +4.377% |
| 28/08/19 | 24.090% | 25615.48 | 19.282% | 19.397% | +4.693% | 19.557% | +4.533% |
| 29/08/19 | 23.690% | 25703.50 | 19.343% | 19.445% | +4.245% | 19.445% | +4.245% |
| 30/08/19 | 24.150% | 25724.73 | 17.921% | 19.180% | +4.970% | 23.591% | +0.559% |
| 02/09/19 | 23.890% | 25626.55 | 15.541% | 18.356% | +5.534% | 22.125% | +1.765% |
| 03/09/19 | 23.270% | 25527.85 | 15.546% | 17.527% | +5.743% | 20.982% | +2.288% |
| 04/09/19 | 21.300% | 26523.23 | 20.469% | 17.764% | +3.536% | 21.120% | +0.180% |
| 05/09/19 | 21.300% | 26515.53 | 20.214% | 17.938% | +3.362% | 21.180% | +0.120% |
| 06/09/19 | 20.290% | 26690.76 | 20.282% | 18.410% | +1.880% | 21.586% | -1.296% |
| 09/09/19 | 19.470% | 26681.40 | 20.294% | 19.361% | +0.109% | 22.224% | -2.754% |
| 10/09/19 | 18.760% | 26683.68 | 19.576% | 20.167% | -1.407% | 22.983% | -4.223% |
| 11/09/19 | 18.650% | 27159.06 | 20.071% | 20.088% | -1.438% | 22.727% | -4.077% |
| 12/09/19 | 18.340% | 27087.63 | 19.614% | 19.967% | -1.627% | 22.428% | -4.088% |
| 13/09/19 | 18.090% | 27352.69 | 19.018% | 19.715% | -1.625% | 21.982% | -3.892% |
| 16/09/19 | 18.780% | 27124.55 | 17.079% | 19.072% | -0.292% | 20.795% | -2.015% |
| 17/09/19 | 18.990% | 26790.24 | 17.743% | 18.705% | +0.285% | 20.241% | -1.251% |
| 18/09/19 | 19.050% | 26754.12 | 17.647% | 18.220% | +0.830% | 19.567% | -0.517% |
| 19/09/19 | 18.730% | 26468.95 | 18.077% | 17.913% | +0.817% | 19.090% | -0.360% |
| 20/09/19 | 18.570% | 26435.67 | 17.790% | 17.667% | +0.903% | 18.683% | -0.113% |
| 23/09/19 | 19.310% | 26222.40 | 17.296% | 17.710% | +1.600% | 18.292% | +1.018% |
| 24/09/19 | 18.650% | 26281.00 | 17.240% | 17.610% | +1.040% | 18.044% | +0.606% |
| 25/09/19 | 20.420% | 25945.35 | 17.897% | 17.660% | +2.760% | 17.950% | +2.470% |
| 26/09/19 | 19.980% | 26041.93 | 17.756% | 17.596% | +2.384% | 17.740% | +2.240% |
| 27/09/19 | 19.880% | 25954.81 | 17.774% | 17.592% | +2.288% | 17.592% | +2.288% |
| 30/09/19 | 20.250% | 26092.27 | 17.815% | 17.696% | +2.554% | 22.057% | -1.807% |
| 02/10/19 | 20.590% | 26042.69 | 17.813% | 17.811% | +2.779% | 21.907% | -1.317% |
| 03/10/19 | 20.140% | 26110.31 | 11.765% | 16.584% | +3.556% | 20.262% | -0.122% |
| 04/10/19 | 20.700% | 25821.03 | 12.280% | 15.489% | +5.211% | 18.797% | +1.903% |
| 08/10/19 | 20.750% | 25893.40 | 12.237% | 14.382% | +6.368% | 16.981% | +3.769% |
| 09/10/19 | 21.090% | 25682.81 | 12.423% | 13.304% | +7.786% | 15.598% | +5.492% |
| 10/10/19 | 20.910% | 25707.93 | 12.430% | 12.227% | +8.683% | 14.235% | +6.675% |
| 11/10/19 | 20.040% | 26308.44 | 14.414% | 12.757% | +7.283% | 14.748% | +5.292% |
| 14/10/19 | 18.870% | 26521.85 | 14.644% | 13.230% | +5.640% | 14.968% | +3.902% |
| 15/10/19 | 17.990% | 26503.93 | 14.448% | 13.672% | +4.318% | 15.356% | +2.634% |
| 16/10/19 | 18.170% | 26664.28 | 14.216% | 14.030% | +4.140% | 15.644% | +2.526% |
| 17/10/19 | 17.600% | 26848.49 | 13.584% | 14.261% | +3.339% | 15.784% | +1.816% |
| 18/10/19 | 17.290% | 26719.58 | 13.667% | 14.112% | +3.178% | 15.503% | +1.787% |
| 21/10/19 | 16.720% | 26725.68 | 13.021% | 13.787% | +2.933% | 14.806% | +1.914% |
| 22/10/19 | 16.230% | 26786.20 | 13.019% | 13.501% | +2.729% | 14.388% | +1.842% |
| 23/10/19 | 16.320% | 26566.73 | 12.995% | 13.257% | +3.063% | 14.019% | +2.301% |
| 24/10/19 | 16.100% | 26797.95 | 13.282% | 13.197% | +2.903% | 13.847% | +2.253% |
| 25/10/19 | 15.620% | 26667.39 | 12.563% | 12.976% | +2.644% | 13.509% | +2.111% |
| 28/10/19 | 15.900% | 26891.26 | 12.749% | 12.922% | +2.978% | 13.134% | +2.766% |
| 29/10/19 | 16.050% | 26786.76 | 12.828% | 12.883% | +3.167% | 12.989% | +3.061% |
| 30/10/19 | 16.390% | 26667.71 | 12.887% | 12.862% | +3.528% | 12.862% | +3.528% |
| 31/10/19 | 15.180% | 26906.72 | 13.110% | 12.827% | +2.353% | 15.778% | -0.598% |
| 01/11/19 | 15.360% | 27100.76 | 13.194% | 12.954% | +2.406% | 15.826% | -0.466% |
| 04/11/19 | 15.990% | 27547.30 | 13.561% | 13.116% | +2.874% | 15.702% | +0.288% |
| 05/11/19 | 15.520% | 27683.40 | 13.483% | 13.247% | +2.273% | 15.750% | -0.230% |
| 06/11/19 | 15.190% | 27688.64 | 13.355% | 13.341% | +1.849% | 15.751% | -0.561% |
| 07/11/19 | 14.740% | 27847.23 | 13.330% | 13.385% | +1.355% | 15.693% | -0.953% |
| 08/11/19 | 15.120% | 27651.14 | 10.506% | 12.847% | +2.273% | 14.958% | +0.162% |
| 11/11/19 | 18.310% | 26926.55 | 14.018% | 12.939% | +5.371% | 14.745% | +3.565% |
| 12/11/19 | 17.250% | 27065.28 | 14.091% | 13.060% | +4.190% | 14.777% | +2.473% |
| 13/11/19 | 19.970% | 26571.46 | 15.351% | 13.459% | +6.511% | 15.118% | +4.852% |
| 14/11/19 | 20.040% | 26323.69 | 15.454% | 13.884% | +6.156% | 15.481% | +4.559% |